Toric differential inclusions play a pivotal role in providing rigorous interpretation of the connection between weak reversibility and persistence mass-action systems polynomial dynamical systems. We introduce notion quasi-toric inclusions, which are strongly related to toric inclusions, but have much simpler geometric structure. show that every inclu...

‎This paper develops iterative method described by [V‎. ‎Daftardar-Gejji‎, ‎H‎. ‎Jafari‎, ‎An iterative method for solving nonlinear functional equations‎, ‎J‎. ‎Math‎. ‎Anal‎. ‎Appl‎. ‎316 (2006) 753-763] to solve Ito stochastic differential equations‎. ‎The convergence of the method for Ito stochastic differential equations is assessed‎. ‎To verify efficiency of method‎, ‎some examples are ex...

in this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. the filtering problem have animportant role in the theory of stochastic differential equations(sdes). in thisarticle, we present an application of the continuous kalman-bucy filter for a rlcircuit. the deterministic model of the circuit is replaced by a stochastic model byadding a ...

A certain converse statement of the Filippov-Wažewski theorem is proved. This result extends to the case of time dependent differential inclusions a previous result of Joó and Tallos in [5] obtained for autonomous differential inclusions.

An ordinary differential equation x = f (t, x(t)) (ODE) uniquely assigns the time derivative x (t) = d dt x(t) as a function of t and x. A differential inclusion x ∈ F (t, x(t)), (DI) on the other hand, only requires that the derivative x be inside a given set F (t, x) ⊂ R n. Therefore, given an initial condition x(0) = ¯ x, one can usually find several solutions of (DI). f(x) x _ x _ x x F(x) ...

The notion of geometric homogeneity is extended for differential inclusions. This kind of homogeneity provides the most advanced coordinate-free framework for analysis and synthesis of nonlinear discontinuous systems. The main qualitative properties of continuous homogeneous systems are extended to the discontinuous setting: the equivalence of the global asymptotic stability and the existence o...

we focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of it¨o type, in particular, parabolic equations. the main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.